Alternatives and similar repositories for DL_LOB_Trading_and_MidPirce_Movement:

Users that are interested in DL_LOB_Trading_and_MidPirce_Movement are comparing it to the libraries listed below

• imTurkey / Market-Making-with-Deep-Reinforcement-Learning-from-Limit-Order-Books
  This repository is for the demonstration of our work, "Market Making with Deep Reinforcement Learning from Limit Order Books"
  ☆59Updated 2 years ago
• AntoBr96 / CNN-LSTM_Limit_Order_Book
  This notebook contains an independently developed Keras/Tensorflow implementation of the CNN-LSTM model for Limit Order Book forecasting …
  ☆34Updated 4 years ago
• BGasperov / drlformm
  This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limi…
  ☆55Updated 2 years ago
• jo-cho / trading-rules-using-machine-learning
  A financial trading method using machine learning.
  ☆60Updated 2 years ago
• yuxiangalvin / DeepLOB-Model-Implementation-Project
  This repo contains some codes and outputs of my implementation of DeepLOB model.
  ☆82Updated 4 years ago
• lorenzolucchese / deepOBs
  The Short-Term Predictability of Returns in Order Book Markets: A Deep Learning Perspective.
  ☆43Updated last year
• jeremymck / High-Frequency-Data---Limit-Order-Books
  Some Python codes for explorating High Frequency Data, Generating and Estimating Hawkes Processes and Simulating Limit Order Books.
  ☆44Updated 5 years ago
• armoreal / hft
  High Frequency Trading Strategies
  ☆44Updated 7 years ago
• kousik97 / Order-Execution-Strategy
  Literature survey of order execution strategies implemented in python
  ☆44Updated 4 years ago
• fushuyue / Ml_HFT
  Price Prediction with Machine Learning Models (practicum project at CME group)
  ☆67Updated 8 years ago
• rune-l / HighFrequency
  High Frequency Jump Prediction Project
  ☆36Updated 4 years ago
• jo-cho / meta_labeling_simplified
  Machine learning trading method using meta-labeling. You can see the details in 'Advances in Financial Machine Learning' by Lopez de Prad…
  ☆13Updated 3 years ago
• huangzz119 / OptimalExecution_stochastic_control
  This is for the capstone project "Optimal Execution of a VWAP order".
  ☆33Updated 5 years ago
• YINDAIYING / Deep-Robust-Statistical-Arbitrage
  This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…
  ☆62Updated last year
• grayvalley / microprice-calibration
  Calibrates microprice model to BitMEX quote data
  ☆56Updated 3 years ago
• Jackmzw / Price_Prediction_LOB
  Deep learning for price movement prediction using high frequency limit order data
  ☆40Updated 6 years ago
• sapphire921 / HFT-Pairs-Trading
  High Frequency Pairs Trading Based on Statistical Arbitrage (Python)
  ☆102Updated 6 years ago
• jessgess / deep-learning-for-order-book-price-and-movement-predictions
  Limit Order Book data analysis and modeling using LSTM network
  ☆136Updated 6 years ago
• Jeonghwan-Cheon / lob-deep-learning
  Implementation of various deep learning models for limit order book. DeepLOB (Zhang et al., 2018), TransLOB (Wallbridge, 2020), DeepFolio…
  ☆107Updated 2 years ago
• DYSIM / Avellaneda-Stoikov-Implementation
  An implementation of Avellaneda-Stoikov market making model after reading the seminal paper
  ☆30Updated 3 years ago
• jshellen / CTA-strategies
  Backtest result archive for Momentum Trading Strategies
  ☆53Updated 6 years ago
• berkeaslan92 / AvellanedaStoikov
  AS model performance versus trivial delta for market-makers
  ☆18Updated 3 years ago
• rspadim / hft-avellaneda
  High-frequency trading in a limit order book
  ☆59Updated 6 years ago
• Weichong515 / Algo-Trading-14
  Momentum following strategies and optimal execution cost upon Implement Shortfall algorithm
  ☆15Updated 5 years ago
• lcsrodriguez / optimalHFT
  HFT & Stochastic control numerical implementations from "Optimal high frequency trading with limit and market orders" (GUILBAUD & PHAM)
  ☆29Updated last year
• ChaosQuant / stockindex500
  Trend Prediction for High Frequency Trading
  ☆40Updated 2 years ago
• lamres / orderbook_modeling
  Example of order book modeling.
  ☆56Updated 5 years ago
• Globe-Research / deep-orderbook
  Deep learning modelling of orderbooks
  ☆95Updated 4 years ago
• kieranjwood / x-trend
  X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
  ☆75Updated last year
• xhshenxin / Micro_Price
  ☆49Updated 4 years ago